Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47408.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46013.83 Kr¶

PnL: ---------------------------------------> -874.74 Kr¶

DD now: ---------------------------------> -2.511 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:33:43.875515'

Anic Portfolio¶

Today¶

Return: -1.038 %¶

This Week¶

Return: -0.262 %¶

Total¶

Return: 55.204 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -1.480000 628.350000 51.350000 8.900000 576.999999
SAAB B 8 0.710000 3425.600000 48.600000 1.440000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -7.630000 391.300000 36.300000 10.230000 355.000000
OEM International B 7 -1.750000 551.600000 23.600000 4.470000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
Intrum 4 -2.060000 541.400000 14.400000 2.730000 527.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 -1.600000 542.800000 10.800000 2.030000 532.000000
HMS Networks 2 -4.270000 680.800000 7.800000 1.160000 673.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.670000 570.480000 0.480000 0.080000 570.000000
Swedbank A 3 -0.560000 564.000000 0.000000 0.000000 564.000000
Essity B 2 0.600000 573.600000 -0.400000 -0.070000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -4.490000 245.280000 -0.720000 -0.290000 246.000000
Essity A 4 0.350000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.510000 543.750000 -2.250000 -0.410000 546.000000
Resurs Holding 22 -1.370000 571.340000 -2.660000 -0.460000 573.999998
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.220000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -4.870000 1639.200000 -14.800000 -0.890000 1653.999996
CTEK 13 -2.800000 518.700000 -15.300000 -2.870000 533.999999
Nordea Bank Abp 29 -0.610000 3418.520000 -35.480000 -1.030000 3453.999992
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
International Petroleum Corp. 5 -4.910000 533.000000 -61.570000 -10.360000 594.565215
Sampo Oyj SDB 7 0.560000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.500000 3610.100000 -145.900000 -3.880000 3756.000001
OX2 18 -2.530000 1488.600000 -175.400000 -10.540000 1663.999992
Fasadgruppen Group 35 1.520000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46013.830000 -874.740000 -2.51111% 46888.564618

Updated:¶

'2023-01-19 11:33:57.227875'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶